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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1977 Volume 22, Issue 2, Pages 375–379 (Mi tvp3223)

This article is cited in 4 papers

Short Communications

On the power of the chi-square test with increasing number of class-intervals

A. A. Borovkov

Novosibirsk

Abstract: The paper deals with testing a simple hypothesis against a sequence of simple alternatives converging to the hypothesis at rate $n^{-1/z}$, $n$ being the sample size.
It is known that the power of the chi-square test with $r$ equiprobable class-intervals tends to the test size if $r\to\infty$ as $n\to\infty$. Here it is shown that, in case of not equiprobable class-intervals, the power tends to a certain nondegenerate limit as $r/n\to c>0$ and, if $r/n\to\infty$, then the test behaves like a locally most powerful test against a specific sequence of alternatives depending on the behaviour of the class-intervals probabilities.

Received: 04.08.1976


 English version:
Theory of Probability and its Applications, 1978, 22:2, 366–370

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